|
PureBytes Links
Trading Reference Links
|
Hello,
Sorry, but others have demanded storing Bid/Ask along with trade data so, contrary to your belief
tick data is NOT smaller than bar data. Plus it does NOT need 44 bytes to store bar data.
I don't know were you get this figure from. Single bar is 40 (fourty) bytes.
As for tick data you get
64 bit date time (8 bytes), 4 bytes trade price, 4 byte trade volume, 4 byte bid, 4 byte bid size, 4 byte ask, 4 byte ask size.
That's 32 bytes MINIMUM. There are other things that are comming as exchange code, tick number etc.
So contrary to your belief tick data is not smaller than bar data.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "cpescho" <cpescho@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 05, 2009 10:29 AM
Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
> Hello,
>
> are there any plans to account for large tick database backtesting? 44 Bytes is great for storing a OHLC bar, but for a single
> tick its still a lot since you dont have OHL with tick data.
>
> Right now my biggest problem backtesting tick data is memory limitation. Wasting disk space is not my concern although i think one
> can eliminate the disk i/o bottleneck if a more compact format is stored on disk.
>
> Regards,
>
> Chris
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|